Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 1,06% | 1,41 CHF | 1,42 CHF | 92 000 | 92 000 | 41 094 | 41 094 | 58 999 CHF | 59 532 CHF | 99,90% | 99,90% |
19/11/2024 | 1,02% | 1,50 CHF | 1,51 CHF | 92 000 | 92 000 | 38 259 | 38 259 | 57 809 CHF | 58 313 CHF | 100,00% | 100,00% |
18/11/2024 | 1,06% | 1,50 CHF | 1,51 CHF | 90 000 | 90 000 | 41 031 | 41 031 | 60 149 CHF | 60 681 CHF | 99,89% | 99,89% |
15/11/2024 | 1,05% | 1,49 CHF | 1,50 CHF | 90 000 | 90 000 | 36 800 | 36 800 | 55 021 CHF | 55 472 CHF | 100,00% | 100,00% |
14/11/2024 | 1,03% | 1,49 CHF | 1,50 CHF | 90 000 | 90 000 | 40 408 | 40 408 | 60 585 CHF | 61 111 CHF | 100,00% | 100,00% |
13/11/2024 | 1,09% | 1,45 CHF | 1,46 CHF | 92 000 | 92 000 | 41 451 | 41 451 | 58 697 CHF | 59 232 CHF | 98,61% | 99,79% |
12/11/2024 | 1,03% | 1,44 CHF | 1,45 CHF | 92 000 | 92 000 | 40 585 | 40 585 | 60 761 CHF | 61 289 CHF | 100,00% | 100,00% |
11/11/2024 | 2,39% | 1,53 CHF | 1,54 CHF | 90 000 | 90 000 | 22 701 | 22 701 | 33 259 CHF | 33 930 CHF | 99,59% | 99,59% |
08/11/2024 | 1,17% | 1,38 CHF | 1,39 CHF | 94 000 | 94 000 | 42 844 | 42 844 | 57 207 CHF | 57 761 CHF | 98,55% | 98,55% |
07/11/2024 | 1,16% | 1,33 CHF | 1,34 CHF | 96 000 | 96 000 | 42 794 | 42 794 | 56 919 CHF | 57 474 CHF | 100,00% | 100,00% |